Liquidity dynamics around intraday price jumps in Chinese stock market

Using 4128 single jumps detected from high frequency data of 220 individual stocks in SZ300P index, this paper investigates the liquidity dynamics around price jumps in Chinese market. Some interesting empirical results are obtained and the corresponding explanations are given. The frequency of positive jumps is quite higher than that of negative jumps. The trading volumes and average trade sizes are all in a high level around positive jumps. The relatively low liquidities around negative jumps show that negative jumps may be generated and enlarged by poor liquidity provision. The price reversal after price jumps is significant, and price reversal lasts longer after positive jumps. Moreover, the size and direction of jumps are significantly correlated with the returns and trades in the post-jump trading time. These findings are believed to be associated with the high proportion of retail investors and their herding behavior for price trend chasing.     

High-performance flexural fatigue of carbon nanotube yarns

Carbon nanotube yarns （CNTY） possess good specific strength and specific conductivity. As such, their potential for commercial applications is significant. Fatigue performance is a significant consideration in yarn/wire applications. In this study, the flexural fatigue performance of CNTY spun from super-aligned carbon nanotube arrays was investigated using a reversed bending test. The results showed that CNTY exhibited excellent resistance to pure flexural fatigue, significantly outperforming stainless steel wire; CNTY failed where a combination of flexural fatigue and tension-tension fatigue had special hollow fracture morphology, and CNTY resistance remained fundamentally unchanged in the combination fatigue process.     

基于C语言访问MySQL数据库的研究与实现

分析了在Windows平台下如何利用MySQL提供的驱动支持,通过配置VC和VS 2个常用IDE,最后实现C语言访问MySQL的规范和详尽的流程.该流程为C语言操作MySQL并进行应用程序开发提供了完美解决方案.     

基于C++的高效内存池的设计与实现

为了高效、安全地利用计算机内存资源,在大型的软件设计中,往往要进行大量的内存分配与回收操作,为此,C++专门提供了malloc等相关函数进行操作,这些函数能够满足一般的使用,但由于它们调用了操作系统API,所以实际使用时会在操作系统中产生大量的内存碎片,让内存分配成为效率瓶颈,从而降低系统性能.基于此,通过对循环首次适应算法进行改进,设计并实现了基于C++的高效内存池,大幅提升了内存分配与回收的效率.同时,还为内存池编写了相关的分配子,使其能与C++标准库无缝对接,提供了若干具有垃圾回收功能的智能指针,提高了内存管理与程序运行的效率.     

西秦岭中生代花岗岩锆石U-Pb-Lu-Hf同位素特征及地质意义

对西秦岭地区中川岩体、柏家庄岩体和教场坝花岗岩体进行LA-ICP-MS锆石U-Pb同位素年代学分析, 获得其岩浆侵位年龄分别为220±1, 216±6和222±3 Ma, 表明3个岩体均形成于中?晚三叠世。样品的全岩地球化学分析结果表明, 3个岩体具有相似的稀土及微量元素特征, 均表现为显著亏损高场强元素Nb, Ti和P等, 具有明显的右倾式球粒陨石标准化稀土元素配分模式。锆石Lu-Hf同位素分析结果表明, 3个岩体锆石测年样品的ε_Hf(t)值介于?3.31~+1.68之间, 二阶段模式年龄介于1151~1456 Ma之间。岩石成因分析表明, 这些印支期花岗岩体的母岩浆主要来源于新元古代地壳物质的部分熔融。结合岩体形成时代、岩石成因和区域岩浆作用, 认为这些岩体形成于南秦岭与华南板块沿勉略缝合带相碰撞的造山动力学背景, 可能与华南板块的俯冲板片断离有关。     

基于动态阈值的混凝土裂缝高抗噪提取及识别方法

针对表面布有蜂窝麻面等复杂噪声的混凝土裂缝,提出了一种基于动态阈值的混凝土裂缝高抗噪提取方法.首先,通过灰度变换、高斯滤波、信息增强等技术弱化、去除噪声,增强图像中裂缝的亮度,提高裂缝与背景的对比度;然后,采用OTSU阈值分割算法去除伪裂缝,基于裂缝与干扰噪声面积的差异,引入动态阈值,实现各类型裂缝的提取;最后,基于边缘检测和裂缝骨架细化处理,计算裂缝的长度、宽度和面积3项特征参数.基于室内实验和室外实际桥梁拍摄的4组裂缝图像结果表明,4组裂缝的平均宽度分别为2.01、1.07、1.34、0.97 mm,说明该方法适用于不同背景下各类型裂缝的提取,具有较强的鲁棒性.     

保持中度生长势成为建筑外表面绿化的选择策略

针对建筑外表面绿化的特殊性提出了中度生长势概念,分析了生长势和绿化寿命的影响因素并提出了概念模型,进一步结合实验探讨了中度生长势的判定.研究结果将补充和丰富城市特殊生境绿化条件下的植物栽培养护理念,为实现节约、可持续的栽培养护模式,延长绿化生命周期提供指导.     

高效数字化测图方法——拼音简码法

拼音简码法是编码测图的一个分支，是在外业采集细部点时，采用点名拼音简码形式快速记录点位的信息属性，单位时间测绘效率是全野外采点绘制草图法的1．5倍。介绍了拼音简码法的操作方法，并与传统誊集方法做了比较。     

非线性的双目数码成像定位模型

2008年高教杯全国大学生数学建模竞赛题有A,B两题,A题是一个双目数码成像定位问题。解决这一问题,有较大的难度,需要很巧妙的数学技巧。文章用透视对应链的观点建立了双目定位的非线性模型,该模型参数实际含义清楚明了,表达式直观准确,数据计算简单流畅,具有很强的创新性。     

New cooperative frequency domain differential modulation and demodulation

An innovative method of cooperative frequency domain differential modulation and demodulation is presented.This method applies the prior knowledge of channel propagation to selecting the variable differential length and carrying out frequency domain modulation.This strategy optimizes the design of system parameters to effectively improve the anti-interference ability of the differential system in time-varied multipath channel circumstance without making the execution more complicating.The simulations and comparisons demonstrate the proposed method is effective,and the results show that it is especially suitable for the fading channel with strong propagation and fast time-variation.